This movie shows the animals under 7 like the show but it is not Under 7 related.
The movie shows the animals being shipped to New York up until the day before the first Madagascar film begins. The chimps are in this but the penguins are not. Neither are the lemurs. Melman is shipped first, then the chimps, then Gloria and Marty come together, then finally Alex. Many events happen including Phil's 2nd birthday, Melman's panic about one of his biggest spots, and when Alex swallows bubbles. At the end Alex scares Nana off. (Which is the reason why Nana hates him so.) They all then settle down and go to sleep.
A sequel will be set in Madagascar.